As of: 2026-05-14
| Status | Expiry | DTE | ATM Strike | Forward | ATM IV (%) | τ_eff | Straddle | Forward Std | Tier |
|---|---|---|---|---|---|---|---|---|---|
| OK | 2026-05-19 | 5 | 23600.00 | 23608.94 | 17.41 | 0.0048 | 393.20 | 52.86 | HIGH |
| OK | 2026-05-26 | 12 | 23600.00 | 23619.99 | 18.14 | 0.0109 | 626.00 | 4.35 | HIGH |
| OK | 2026-06-02 | 19 | 23650.00 | 23649.30 | 17.68 | 0.0166 | 765.65 | 51.25 | HIGH |
| OK | 2026-06-09 | 26 | 23700.00 | 23676.23 | 17.57 | 0.0227 | 890.25 | 24.34 | HIGH |
| OK | 2026-06-16 | 33 | 23700.00 | 23690.02 | 17.25 | 0.0288 | 983.97 | 78.58 | HIGH |
| OK | 2026-06-30 | 47 | 23700.00 | 23724.68 | 17.08 | 0.0405 | 1162.40 | 12.47 | HIGH |
| OK | 2026-07-28 | 75 | 23850.00 | 23854.79 | 16.48 | 0.0649 | 1423.30 | 61.39 | HIGH |
| OK | 2026-09-29 | 138 | 24000.00 | 24168.76 | 15.40 | 0.1193 | 1825.55 | 52.33 | MEDIUM |
| OK | 2026-12-29 | 229 | 25000.00 | 24619.28 | 13.97 | 0.1968 | 2210.00 | 88.14 | MEDIUM |
| REJECTED: insufficient_strikes | 2027-03-30 | 320 | 0.00 | 0.00 | N/A | 0.8768 | 0.00 | 0.00 | N/A |